+277.8%
ORCL vs SIMO
+453.3%
-175.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.7% | +0.2% | +7.2% |
| 7D | +3.8% | +0.9% | +2.8% | +3.5% |
| 30D | -6.6% | -25.4% | +18.8% | -1.7% |
| 3M | -11.4% | -17.8% | +6.3% | -8.9% |
| 6M | -33.3% | -29.6% | -3.7% | -30.9% |
| YTD | -33.3% | +100.3% | -133.6% | -44.7% |
| 1Y | -44.9% | +100.4% | -145.3% | -54.3% |
| 3Y | +17.6% | +246.1% | -228.5% | -13.8% |
| 5Y | +46.1% | +189.8% | -143.7% | +6.4% |
| 10Y | +277.8% | +434.6% | -156.8% | +123.3% |
| All | +277.8% | +453.3% | -175.6% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling